-88.0%
SQQQ vs GGLL
+166.5%
-254.6%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -2.1% | +5.8% | +2.5% |
| 7D | -11.0% | +7.7% | -18.7% | -6.6% |
| 30D | +17.9% | -30.2% | +48.2% | -0.7% |
| 3M | +19.5% | -31.3% | +50.8% | +0.7% |
| 6M | +4.2% | -52.1% | +56.3% | -26.8% |
| YTD | -35.6% | -25.9% | -9.8% | -35.5% |
| 1Y | -37.7% | -8.5% | -29.2% | -26.6% |
| 3Y | -88.0% | +165.5% | -253.6% | -57.2% |
| All | -88.0% | +166.5% | -254.6% | -57.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded GGLL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling